/// <summary>
/// Executed when an event is read from the file
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
void query_OnEvent(object sender, EventFeedArgs e)
{
if (_streamWriter == null)
{
_streamWriter = File.AppendText(_eventFileName);
}
_streamWriter.WriteLine(ApiEventReaderWriter.ToFileString(e.Event));
_eventCount++;
}
/// <summary>
///
/// </summary>
public void Export()
{
//Determine output folder
string folderName = DataFolder + @"\" + Symbol;
if (Exchange != "ASX")
{
folderName += "_" + Exchange;
}
//Determine start date
DateTime date = new DateTime(2013, 01, 22); //DateTime.Today.AddDays(0);
//Avoid creating a file for a day that contains incomplete data unless specified
if (!IncludeCurrentDay)
{
if (DateTime.Now.Hour < 19)
{
date = date.AddDays(-1);
}
}
//Loop backwards through days until no more data available from Spark or max day count is reached
int tradingDayCount = 0;
int emptyDayCount = 0;
do
{
//Check if date is potential trading day
if ((date.DayOfWeek != DayOfWeek.Saturday) && (date.DayOfWeek != DayOfWeek.Sunday))
{
//Determine output event file name
tradingDayCount++;
string eventFileName = folderName + @"\" + Symbol + "_" + Exchange + "_Event_" + date.ToString("yyyyMMdd") + ".txt";
//Request file if not already downloaded
string progressText = Symbol + "." + Exchange + "\t" + date.ToString("yyyyMMdd") + "\t";
if (!System.IO.File.Exists(eventFileName))
{
//Request data
Benchmark executeBench = new Benchmark("");
List <Spark.Event> events = null;
try
{
//Execute standard query
ApiSecurityEventQuery query = new ApiSecurityEventQuery(Symbol, Exchange, date);
events = query.Execute();
//Write to file
if (events != null)
{
if (events.Count > 0)
{
ApiEventReaderWriter.WriteToFile(eventFileName, events);
}
else
{
emptyDayCount++;
}
progressText += "Events:\t" + events.Count + "\tRequest Time:\t" + executeBench.Elapsed;
}
else
{
progressText += "Data is not currently available from Spark";
}
}
catch (Exception ex)
{
Debug.WriteLine("ERROR: " + ex.Message);
progressText += ex.Message;
}
}
else
{
//File already downloaded
progressText += "\tFile already downloaded";
}
//Write progress to console
if (OnProgressUpdate != null)
{
OnProgressUpdate(this, new GenericEventArgs <string>(DateTime.Now, progressText));
}
Debug.WriteLine(progressText);
}
//Move back one day
date = date.AddDays(-1);
} while ((tradingDayCount < Days) && (emptyDayCount < 4));
}
